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SLMCX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SLMCX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.24%
-0.20%
SLMCX
ARTKX

Returns By Period

In the year-to-date period, SLMCX achieves a 21.26% return, which is significantly higher than ARTKX's 8.43% return. Over the past 10 years, SLMCX has outperformed ARTKX with an annualized return of 8.46%, while ARTKX has yielded a comparatively lower 7.66% annualized return.


SLMCX

YTD

21.26%

1M

2.14%

6M

9.32%

1Y

25.56%

5Y (annualized)

9.66%

10Y (annualized)

8.46%

ARTKX

YTD

8.43%

1M

-4.09%

6M

-0.42%

1Y

13.82%

5Y (annualized)

10.35%

10Y (annualized)

7.66%

Key characteristics


SLMCXARTKX
Sharpe Ratio1.251.55
Sortino Ratio1.732.16
Omega Ratio1.231.27
Calmar Ratio0.982.34
Martin Ratio6.368.00
Ulcer Index3.96%1.80%
Daily Std Dev20.20%9.25%
Max Drawdown-86.89%-51.94%
Current Drawdown-4.80%-6.08%

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SLMCX vs. ARTKX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is lower than ARTKX's 1.25% expense ratio.


ARTKX
Artisan International Value Fund
Expense ratio chart for ARTKX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for SLMCX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%

Correlation

-0.50.00.51.00.6

The correlation between SLMCX and ARTKX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

SLMCX vs. ARTKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Artisan International Value Fund (ARTKX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SLMCX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.005.001.251.55
The chart of Sortino ratio for SLMCX, currently valued at 1.73, compared to the broader market0.005.0010.001.732.16
The chart of Omega ratio for SLMCX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.27
The chart of Calmar ratio for SLMCX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.0025.000.982.34
The chart of Martin ratio for SLMCX, currently valued at 6.36, compared to the broader market0.0020.0040.0060.0080.00100.006.368.00
SLMCX
ARTKX

The current SLMCX Sharpe Ratio is 1.25, which is comparable to the ARTKX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SLMCX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.25
1.55
SLMCX
ARTKX

Dividends

SLMCX vs. ARTKX - Dividend Comparison

SLMCX has not paid dividends to shareholders, while ARTKX's dividend yield for the trailing twelve months is around 1.79%.


TTM20232022202120202019201820172016201520142013
SLMCX
Columbia Seligman Technology and Information Fund
0.00%0.00%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARTKX
Artisan International Value Fund
1.79%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%1.71%

Drawdowns

SLMCX vs. ARTKX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -86.89%, which is greater than ARTKX's maximum drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for SLMCX and ARTKX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.80%
-6.08%
SLMCX
ARTKX

Volatility

SLMCX vs. ARTKX - Volatility Comparison

Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 5.23% compared to Artisan International Value Fund (ARTKX) at 2.78%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.23%
2.78%
SLMCX
ARTKX